-74.0%
USO vs EXPE
+930.7%
-1,004.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -2.7% | -17.8% | +15.0% | -0.2% |
| 30D | -6.3% | -3.2% | -3.1% | -6.5% |
| 3M | +10.9% | -19.0% | +29.8% | +13.1% |
| 6M | +2.0% | +17.7% | -15.7% | -2.5% |
| YTD | +104.6% | -7.8% | +112.3% | +100.6% |
| 1Y | +94.5% | -1.4% | +95.9% | +88.2% |
| 3Y | +97.1% | +121.9% | -24.9% | +60.8% |
| 5Y | +151.6% | +44.3% | +107.4% | +112.4% |
| 10Y | +81.0% | +125.4% | -44.4% | +30.3% |
| All | -74.0% | +930.7% | -1,004.7% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling